+92.5%
USB vs CNH
+4.2%
+88.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.0% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | +4.3% | -15.2% | +19.5% | +8.9% |
| 3M | -6.1% | +4.3% | -10.3% | -8.2% |
| 6M | +9.4% | +10.1% | -0.7% | +4.2% |
| YTD | +15.2% | +23.2% | -8.0% | +4.1% |
| 1Y | +32.8% | +8.5% | +24.3% | +25.3% |
| All | +92.5% | +4.2% | +88.3% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling